NYMEX miNY Light Sweet Crude Oil Future December 2007


Trading Metrics calculated at close of trading on 21-Aug-2007
Day Change Summary
Previous Current
20-Aug-2007 21-Aug-2007 Change Change % Previous Week
Open 70.150 69.950 -0.200 -0.3% 71.200
High 70.150 70.550 0.400 0.6% 73.000
Low 69.250 69.200 -0.050 -0.1% 69.250
Close 70.270 69.010 -1.260 -1.8% 70.980
Range 0.900 1.350 0.450 50.0% 3.750
ATR 1.196 1.207 0.011 0.9% 0.000
Volume 8 5 -3 -37.5% 107
Daily Pivots for day following 21-Aug-2007
Classic Woodie Camarilla DeMark
R4 73.637 72.673 69.753
R3 72.287 71.323 69.381
R2 70.937 70.937 69.258
R1 69.973 69.973 69.134 69.780
PP 69.587 69.587 69.587 69.490
S1 68.623 68.623 68.886 68.430
S2 68.237 68.237 68.763
S3 66.887 67.273 68.639
S4 65.537 65.923 68.268
Weekly Pivots for week ending 17-Aug-2007
Classic Woodie Camarilla DeMark
R4 82.327 80.403 73.043
R3 78.577 76.653 72.011
R2 74.827 74.827 71.668
R1 72.903 72.903 71.324 71.990
PP 71.077 71.077 71.077 70.620
S1 69.153 69.153 70.636 68.240
S2 67.327 67.327 70.293
S3 63.577 65.403 69.949
S4 59.827 61.653 68.918
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 73.000 69.200 3.800 5.5% 1.550 2.2% -5% False True 14
10 73.000 69.200 3.800 5.5% 1.070 1.6% -5% False True 14
20 75.900 69.200 6.700 9.7% 0.968 1.4% -3% False True 10
40 75.900 69.200 6.700 9.7% 0.575 0.8% -3% False True 6
60 75.900 67.175 8.725 12.6% 0.402 0.6% 21% False False 9
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.133
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 76.288
2.618 74.084
1.618 72.734
1.000 71.900
0.618 71.384
HIGH 70.550
0.618 70.034
0.500 69.875
0.382 69.716
LOW 69.200
0.618 68.366
1.000 67.850
1.618 67.016
2.618 65.666
4.250 63.463
Fisher Pivots for day following 21-Aug-2007
Pivot 1 day 3 day
R1 69.875 70.413
PP 69.587 69.945
S1 69.298 69.478

These figures are updated between 7pm and 10pm EST after a trading day.

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